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Transformations and invariance in the sensitivity analysis of computer experiments

Citations

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Cited by:

  1. Marchioni, Andrea & Magni, Carlo Alberto, 2018. "Investment decisions and sensitivity analysis: NPV-consistency of rates of return," European Journal of Operational Research, Elsevier, vol. 268(1), pages 361-372.
  2. Wei, Pengfei & Lu, Zhenzhou & Song, Jingwen, 2015. "Variable importance analysis: A comprehensive review," Reliability Engineering and System Safety, Elsevier, vol. 142(C), pages 399-432.
  3. Lamboni, Matieyendou, 2021. "Derivative-based integral equalities and inequality: A proxy-measure for sensitivity analysis," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 179(C), pages 137-161.
  4. Emanuele Borgonovo & Gordon B. Hazen & Elmar Plischke, 2016. "A Common Rationale for Global Sensitivity Measures and Their Estimation," Risk Analysis, John Wiley & Sons, vol. 36(10), pages 1871-1895, October.
  5. Cheng, Lei & Lu, Zhenzhou & Zhang, Leigang, 2015. "Application of Rejection Sampling based methodology to variance based parametric sensitivity analysis," Reliability Engineering and System Safety, Elsevier, vol. 142(C), pages 9-18.
  6. Li, Luyi & Lu, Zhenzhou & Wu, Danqing, 2016. "A new kind of sensitivity index for multivariate output," Reliability Engineering and System Safety, Elsevier, vol. 147(C), pages 123-131.
  7. Emanuele Borgonovo & Alessio Figalli & Elmar Plischke & Giuseppe Savaré, 2025. "Global Sensitivity Analysis via Optimal Transport," Management Science, INFORMS, vol. 71(5), pages 3809-3828, May.
  8. Konakli, Katerina & Sudret, Bruno, 2016. "Global sensitivity analysis using low-rank tensor approximations," Reliability Engineering and System Safety, Elsevier, vol. 156(C), pages 64-83.
  9. Borgonovo, Emanuele & Caselli, Stefano & Cillo, Alessandra & Masciandaro, Donato & Rabitti, Giovanni, 2021. "Money, privacy, anonymity: What do experiments tell us?," Journal of Financial Stability, Elsevier, vol. 56(C).
  10. Andrea Marchiioni & Carlo Alberto Magni, 2016. "Sensitivity analysis and investment decisions: NPV-consistency of rates of return," Department of Economics 0089, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
  11. Lamboni, Matieyendou, 2019. "Multivariate sensitivity analysis: Minimum variance unbiased estimators of the first-order and total-effect covariance matrices," Reliability Engineering and System Safety, Elsevier, vol. 187(C), pages 67-92.
  12. Emanuele Borgonovo & Stefano Caselli & Alessandra Cillo & Donato Masciandaro & Giovanno Rabitti, 2018. "Cryptocurrencies, central bank digital cash, traditional money: does privacy matter?," BAFFI CAREFIN Working Papers 1895, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
  13. Xing Liu & Enrico Zio & Emanuele Borgonovo & Elmar Plischke, 2024. "A Systematic Approach of Global Sensitivity Analysis and Its Application to a Model for the Quantification of Resilience of Interconnected Critical Infrastructures," Energies, MDPI, vol. 17(8), pages 1-24, April.
  14. Borgonovo, Emanuele & Ghidini, Valentina & Hahn, Roman & Plischke, Elmar, 2023. "Explaining classifiers with measures of statistical association," Computational Statistics & Data Analysis, Elsevier, vol. 182(C).
  15. Matieyendou Lamboni, 2018. "Global sensitivity analysis: a generalized, unbiased and optimal estimator of total-effect variance," Statistical Papers, Springer, vol. 59(1), pages 361-386, March.
  16. Ehre, Max & Papaioannou, Iason & Straub, Daniel, 2020. "Global sensitivity analysis in high dimensions with PLS-PCE," Reliability Engineering and System Safety, Elsevier, vol. 198(C).
  17. Emanuele Borgonovo & Marco Pangallo & Jan Rivkin & Leonardo Rizzo & Nicolaj Siggelkow, 2022. "Sensitivity analysis of agent-based models: a new protocol," Computational and Mathematical Organization Theory, Springer, vol. 28(1), pages 52-94, March.
  18. Di Maio, Francesco & Nicola, Giancarlo & Borgonovo, Emanuele & Zio, Enrico, 2016. "Invariant methods for an ensemble-based sensitivity analysis of a passive containment cooling system of an AP1000 nuclear power plant," Reliability Engineering and System Safety, Elsevier, vol. 151(C), pages 12-19.
  19. Lei Cheng & Zhenzhou Lu & Luyi Li, 2014. "Global Sensitivity Analysis of Fuzzy Distribution Parameter on Failure Probability and Its Single‐Loop Estimation," Journal of Applied Mathematics, John Wiley & Sons, vol. 2014(1).
  20. Deman, G. & Konakli, K. & Sudret, B. & Kerrou, J. & Perrochet, P. & Benabderrahmane, H., 2016. "Using sparse polynomial chaos expansions for the global sensitivity analysis of groundwater lifetime expectancy in a multi-layered hydrogeological model," Reliability Engineering and System Safety, Elsevier, vol. 147(C), pages 156-169.
  21. Rabitti, Giovanni & Borgonovo, Emanuele, 2020. "Is mortality or interest rate the most important risk in annuity models? A comparison of sensitivity analysis methods," Insurance: Mathematics and Economics, Elsevier, vol. 95(C), pages 48-58.
  22. Plischke, Elmar & Borgonovo, Emanuele, 2019. "Copula theory and probabilistic sensitivity analysis: Is there a connection?," European Journal of Operational Research, Elsevier, vol. 277(3), pages 1046-1059.
  23. Matieyendou Lamboni, 2020. "Uncertainty quantification: a minimum variance unbiased (joint) estimator of the non-normalized Sobol’ indices," Statistical Papers, Springer, vol. 61(5), pages 1939-1970, October.
  24. Lamboni, Matieyendou, 2020. "Derivative-based generalized sensitivity indices and Sobol’ indices," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 170(C), pages 236-256.
  25. Borgonovo, Emanuele & Plischke, Elmar, 2016. "Sensitivity analysis: A review of recent advances," European Journal of Operational Research, Elsevier, vol. 248(3), pages 869-887.
  26. Elmar Plischke & Emanuele Borgonovo, 2020. "Fighting the Curse of Sparsity: Probabilistic Sensitivity Measures From Cumulative Distribution Functions," Risk Analysis, John Wiley & Sons, vol. 40(12), pages 2639-2660, December.
  27. Liu, Fuchao & Wei, Pengfei & Tang, Chenghu & Wang, Pan & Yue, Zhufeng, 2019. "Global sensitivity analysis for multivariate outputs based on multiple response Gaussian process model," Reliability Engineering and System Safety, Elsevier, vol. 189(C), pages 287-298.
  28. Ardakani, Omid M. & Bordley, Robert F. & Soofi, Ehsan S., 2025. "Expected information of noisy attribute forecasts for probabilistic forecasts," European Journal of Operational Research, Elsevier, vol. 323(3), pages 1013-1023.
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